A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are 'good business days'. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/ More...

Inheritance diagram for Lusid.Sdk.Model.FlowConventions:

[legend]

Public Member Functions
	FlowConventions (string currency=default(string), string paymentFrequency=default(string), string dayCountConvention=default(string), string rollConvention=default(string), List< string > paymentCalendars=default(List< string >), List< string > resetCalendars=default(List< string >), int settleDays=default(int), int resetDays=default(int), bool? leapDaysIncluded=default(bool?), string accrualDateAdjustment=default(string), string businessDayConvention=default(string), string accrualDayCountConvention=default(string), string scope=default(string), string code=default(string))
	Initializes a new instance of the FlowConventions class. More...

override string	ToString ()
	Returns the string presentation of the object More...

virtual string	ToJson ()
	Returns the JSON string presentation of the object More...

override bool	Equals (object input)
	Returns true if objects are equal More...

bool	Equals (FlowConventions input)
	Returns true if FlowConventions instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	FlowConventions ()
	Initializes a new instance of the FlowConventions class. More...

Properties
string	Currency `[get, set]`
	Currency of the flow convention. More...

string	PaymentFrequency `[get, set]`
	When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097 More...

string	DayCountConvention `[get, set]`
	when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. More...

string	RollConvention `[get, set]`
	For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. More...

List< string >	PaymentCalendars `[get, set]`
	An array of strings denoting holiday calendars that apply to generation of payment schedules. More...

List< string >	ResetCalendars `[get, set]`
	An array of strings denoting holiday calendars that apply to generation of reset schedules. More...

int	SettleDays `[get, set]`
	DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set. More...

int	ResetDays `[get, set]`
	The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set. More...

bool?	LeapDaysIncluded `[get, set]`
	If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation. More...

string	AccrualDateAdjustment `[get, set]`
	Indicates if the accrual dates are adjusted to the payment dates. The default value is 'Adjusted'. Supported string (enumeration) values are: [Adjusted, Unadjusted]. More...

string	BusinessDayConvention `[get, set]`
	When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. More...

string	AccrualDayCountConvention `[get, set]`
	Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation. More...

string	Scope `[get, set]`
	The scope used when updating or inserting the convention. More...

string	Code `[get, set]`
	The code of the convention. More...

Detailed Description

A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are 'good business days'. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/

Constructor & Destructor Documentation

◆ FlowConventions() [1/2]

Lusid.Sdk.Model.FlowConventions.FlowConventions ( )

inlineprotected

Initializes a new instance of the FlowConventions class.

◆ FlowConventions() [2/2]

Lusid.Sdk.Model.FlowConventions.FlowConventions	(	string	currency = `default(string)`,
		string	paymentFrequency = `default(string)`,
		string	dayCountConvention = `default(string)`,
		string	rollConvention = `default(string)`,
		List< string >	paymentCalendars = `default(List<string>)`,
		List< string >	resetCalendars = `default(List<string>)`,
		int	settleDays = `default(int)`,
		int	resetDays = `default(int)`,
		bool?	leapDaysIncluded = `default(bool?)`,
		string	accrualDateAdjustment = `default(string)`,
		string	businessDayConvention = `default(string)`,
		string	accrualDayCountConvention = `default(string)`,
		string	scope = `default(string)`,
		string	code = `default(string)`
	)

inline

Initializes a new instance of the FlowConventions class.

Parameters

currency	Currency of the flow convention. (required).
paymentFrequency	When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097 (required).
dayCountConvention	when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required).
rollConvention	For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. (required).
paymentCalendars	An array of strings denoting holiday calendars that apply to generation of payment schedules. (required).
resetCalendars	An array of strings denoting holiday calendars that apply to generation of reset schedules. (required).
settleDays	DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set..
resetDays	The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set..
leapDaysIncluded	If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation..
accrualDateAdjustment	Indicates if the accrual dates are adjusted to the payment dates. The default value is 'Adjusted'. Supported string (enumeration) values are: [Adjusted, Unadjusted]..
businessDayConvention	When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]..
accrualDayCountConvention	Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation..
scope	The scope used when updating or inserting the convention..
code	The code of the convention..

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FlowConventions.Equals ( FlowConventions input )

inline

Returns true if FlowConventions instances are equal

Parameters

input Instance of FlowConventions to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FlowConventions.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FlowConventions.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FlowConventions.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.FlowConventions.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AccrualDateAdjustment

string Lusid.Sdk.Model.FlowConventions.AccrualDateAdjustment

getset

Indicates if the accrual dates are adjusted to the payment dates. The default value is 'Adjusted'. Supported string (enumeration) values are: [Adjusted, Unadjusted].

◆ AccrualDayCountConvention

string Lusid.Sdk.Model.FlowConventions.AccrualDayCountConvention

getset

Optional, if not set the main DayCountConvention is used for all accrual calculations. This only needs to be set when accrual uses a different day count to the coupon calculation.

◆ BusinessDayConvention

string Lusid.Sdk.Model.FlowConventions.BusinessDayConvention

getset

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

◆ Code

string Lusid.Sdk.Model.FlowConventions.Code

getset

The code of the convention.

◆ Currency

string Lusid.Sdk.Model.FlowConventions.Currency

getset

Currency of the flow convention.

◆ DayCountConvention

string Lusid.Sdk.Model.FlowConventions.DayCountConvention

getset

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].

◆ LeapDaysIncluded

bool? Lusid.Sdk.Model.FlowConventions.LeapDaysIncluded

getset

If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation.

◆ PaymentCalendars

List<string> Lusid.Sdk.Model.FlowConventions.PaymentCalendars

getset

An array of strings denoting holiday calendars that apply to generation of payment schedules.

◆ PaymentFrequency

string Lusid.Sdk.Model.FlowConventions.PaymentFrequency

getset

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. For more information on tenors, see knowledge base article KA-02097

◆ ResetCalendars

List<string> Lusid.Sdk.Model.FlowConventions.ResetCalendars

getset

An array of strings denoting holiday calendars that apply to generation of reset schedules.

◆ ResetDays

int Lusid.Sdk.Model.FlowConventions.ResetDays

getset

The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set.

◆ RollConvention

string Lusid.Sdk.Model.FlowConventions.RollConvention

getset

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].

◆ Scope

string Lusid.Sdk.Model.FlowConventions.Scope

getset

The scope used when updating or inserting the convention.

◆ SettleDays

int Lusid.Sdk.Model.FlowConventions.SettleDays

getset

DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set.

The documentation for this class was generated from the following file:

/home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/FlowConventions.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ FlowConventions() [1/2]

◆ FlowConventions() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AccrualDateAdjustment

◆ AccrualDayCountConvention

◆ BusinessDayConvention

◆ Code

◆ Currency

◆ DayCountConvention

◆ LeapDaysIncluded

◆ PaymentCalendars

◆ PaymentFrequency

◆ ResetCalendars

◆ ResetDays

◆ RollConvention

◆ Scope

◆ SettleDays